Thank you for reaching out.
Can you please confirm your observation above is regarding Azure CDN Global and you have not configured Azure CDN China?
As per the documentation here
The network latency between China and the rest of the world is inevitable, because of the intermediary technologies that regulate cross-border internet traffic. Website users and administrators might experience slow performance. The following tips might help:
- For websites with streaming media and other rich media content, the Azure Content Delivery Network (CDN) can help improve responsiveness. Under Chinese law, using the CDN service in China might also subject an offshore website to ICP filing. Don't use a global CDN service that doesn't have a point of presence (PoP) inside mainland China.
- For the best user experience, host a website in China to serve users in China.
Thank you! Please let me know if you have any additional questions. Thank you!